-42.7%
FIS vs LEN
-41.8%
-1.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -9.1% | -3.4% | -5.7% | -8.7% |
| 30D | -10.4% | -5.7% | -4.8% | -9.9% |
| 3M | -3.7% | -12.2% | +8.5% | -3.1% |
| 6M | -24.8% | -18.3% | -6.5% | -24.0% |
| YTD | -41.6% | -20.2% | -21.4% | -41.8% |
| 1Y | -42.7% | -40.1% | -2.7% | -39.4% |
| All | -42.7% | -41.8% | -1.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling